+103.2%
GOOGL vs DLR
+39.4%
+63.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | +1.6% | -2.0% | +3.6% | +2.2% |
| 30D | -16.8% | +0.5% | -17.3% | -17.1% |
| 3M | -14.6% | -4.4% | -10.2% | -13.7% |
| 6M | -24.4% | -6.4% | -18.0% | -23.5% |
| YTD | -6.1% | +19.5% | -25.5% | -13.6% |
| 1Y | +1.0% | +10.5% | -9.5% | -4.3% |
| 3Y | +123.4% | +54.0% | +69.4% | +80.5% |
| 5Y | +103.2% | +39.7% | +63.5% | +68.2% |
| All | +103.2% | +39.4% | +63.9% | +68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DLR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling